Hello everyone, how would you go about benchmarking an automated scalping strategy? Let's assume for simplicity you trade one contract of e-mini all day. I'm curious about how to to judge an algo's performance: -What's a good return / Sharpe? -What would you compare it to? Is there an index you can run some correlation against? -Does it make sense to look at the points made per day against the total path of the index (using same timeframe as trading one)? -any more ideas... Thank you!